NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 4.730 4.562 -0.168 -3.6% 5.090
High 4.756 4.637 -0.119 -2.5% 5.224
Low 4.525 4.477 -0.048 -1.1% 4.727
Close 4.548 4.616 0.068 1.5% 4.908
Range 0.231 0.160 -0.071 -30.7% 0.497
ATR 0.197 0.195 -0.003 -1.4% 0.000
Volume 78,326 98,804 20,478 26.1% 241,702
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.057 4.996 4.704
R3 4.897 4.836 4.660
R2 4.737 4.737 4.645
R1 4.676 4.676 4.631 4.707
PP 4.577 4.577 4.577 4.592
S1 4.516 4.516 4.601 4.547
S2 4.417 4.417 4.587
S3 4.257 4.356 4.572
S4 4.097 4.196 4.528
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.444 6.173 5.181
R3 5.947 5.676 5.045
R2 5.450 5.450 4.999
R1 5.179 5.179 4.954 5.066
PP 4.953 4.953 4.953 4.897
S1 4.682 4.682 4.862 4.569
S2 4.456 4.456 4.817
S3 3.959 4.185 4.771
S4 3.462 3.688 4.635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.934 4.477 0.457 9.9% 0.170 3.7% 30% False True 67,615
10 5.240 4.477 0.763 16.5% 0.194 4.2% 18% False True 61,283
20 5.249 4.440 0.809 17.5% 0.208 4.5% 22% False False 55,482
40 5.249 4.070 1.179 25.5% 0.184 4.0% 46% False False 38,013
60 5.249 4.070 1.179 25.5% 0.177 3.8% 46% False False 29,671
80 5.249 4.070 1.179 25.5% 0.167 3.6% 46% False False 23,962
100 5.864 4.070 1.794 38.9% 0.158 3.4% 30% False False 19,946
120 5.980 4.070 1.910 41.4% 0.156 3.4% 29% False False 16,982
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.317
2.618 5.056
1.618 4.896
1.000 4.797
0.618 4.736
HIGH 4.637
0.618 4.576
0.500 4.557
0.382 4.538
LOW 4.477
0.618 4.378
1.000 4.317
1.618 4.218
2.618 4.058
4.250 3.797
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 4.596 4.680
PP 4.577 4.658
S1 4.557 4.637

These figures are updated between 7pm and 10pm EST after a trading day.

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